Identifying the Common Component in International Economic Fluctuations : A New Approach

A New Approach

Identifying the Common Component in International Economic Fluctuations : A New Approach
This paper develops an aggregation procedure using time-varying weights for constructing the common component of international economic fluctuations. The methodology for deriving time-varying weights is based on some stylized features of the data documented in the paper. The model allows for a unified treatment of cyclical and seasonal... READ MORE...

Publication date: November 1999
ISBN 9781451857214
$15.00

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